Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongfactor investing, rotational system, smart beta, term spread
23Quantpedia Premium (Buy Premium account to see this strategy)        
24Quantpedia Premium (Buy Premium account to see this strategy)        
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy6.1%Moderately Strongequity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthly1000equitiesstocksComplex strategy3.6%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
27Quantpedia Premium (Buy Premium account to see this strategy)        
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
29Quantpedia Premium (Buy Premium account to see this strategy)        
30Quantpedia Premium (Buy Premium account to see this strategy)        
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy8.8%Weakmarket timing, seasonality
32Quantpedia Premium (Buy Premium account to see this strategy)        
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Quantpedia Premium (Buy Premium account to see this strategy)        
35Quantpedia Premium (Buy Premium account to see this strategy)        
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Weakaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
39Quantpedia Premium (Buy Premium account to see this strategy)        
40Quantpedia Premium (Buy Premium account to see this strategy)        
We've found 82 Free and 762 Premium strategiesUpgrade to Premium to unlock Premium strategies

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